ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 31-May-2012

Day Change Summary
	Previous	Current
	30-May-2012	31-May-2012	Change	Change %	Previous Week
Open	82.605	83.130	0.525	0.6%	81.280
High	83.175	83.295	0.120	0.1%	82.610
Low	82.570	82.805	0.235	0.3%	81.025
Close	83.086	83.129	0.043	0.1%	82.523
Range	0.605	0.490	-0.115	-19.0%	1.585
ATR	0.538	0.535	-0.003	-0.6%	0.000
Volume	28,931	31,355	2,424	8.4%	162,321

Daily Pivots for day following 31-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.546	84.328	83.399
R3	84.056	83.838	83.264
R2	83.566	83.566	83.219
R1	83.348	83.348	83.174	83.212
PP	83.076	83.076	83.076	83.009
S1	82.858	82.858	83.084	82.722
S2	82.586	82.586	83.039
S3	82.096	82.368	82.994
S4	81.606	81.878	82.860

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.808	86.250	83.395
R3	85.223	84.665	82.959
R2	83.638	83.638	82.814
R1	83.080	83.080	82.668	83.359
PP	82.053	82.053	82.053	82.192
S1	81.495	81.495	82.378	81.774
S2	80.468	80.468	82.232
S3	78.883	79.910	82.087
S4	77.298	78.325	81.651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.295	81.995	1.300	1.6%	0.540	0.6%	87%	True	False	29,607
10	83.295	81.025	2.270	2.7%	0.594	0.7%	93%	True	False	32,745
20	83.295	79.145	4.150	5.0%	0.513	0.6%	96%	True	False	31,224
40	83.295	78.665	4.630	5.6%	0.491	0.6%	96%	True	False	25,491
60	83.295	78.665	4.630	5.6%	0.520	0.6%	96%	True	False	23,871
80	83.295	78.420	4.875	5.9%	0.505	0.6%	97%	True	False	17,959
100	83.295	78.420	4.875	5.9%	0.433	0.5%	97%	True	False	14,369
120	83.295	78.420	4.875	5.9%	0.376	0.5%	97%	True	False	11,981

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.178
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.378
2.618	84.578
1.618	84.088
1.000	83.785
0.618	83.598
HIGH	83.295
0.618	83.108
0.500	83.050
0.382	82.992
LOW	82.805
0.618	82.502
1.000	82.315
1.618	82.012
2.618	81.522
4.250	80.723

Fisher Pivots for day following 31-May-2012
Pivot	1 day	3 day
R1	83.103	82.990
PP	83.076	82.851
S1	83.050	82.713

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These figures are updated between 7pm and 10pm EST after a trading day.

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